+162.3%
SOXL vs ROK
+47.1%
+115.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +2.0% |
| 7D | +3.9% | -1.2% | +5.1% | +6.5% |
| 30D | -14.3% | -4.8% | -9.5% | -4.9% |
| 3M | -45.6% | -6.1% | -39.5% | -35.7% |
| 6M | +117.2% | +15.5% | +101.7% | +89.5% |
| YTD | +189.8% | +11.2% | +178.7% | +170.6% |
| 1Y | +317.7% | +23.8% | +293.9% | +230.5% |
| 3Y | +478.6% | +53.1% | +425.5% | +228.7% |
| All | +162.3% | +47.1% | +115.2% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling